+179.2%
AMKR vs CI
+1,538.8%
-1,359.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.1% | -2.5% |
| 7D | -8.4% | +2.6% | -11.0% | -9.4% |
| 30D | -29.8% | +7.3% | -37.2% | -32.1% |
| 3M | -34.7% | +9.5% | -44.2% | -37.6% |
| 6M | -54.9% | +6.4% | -61.3% | -57.2% |
| YTD | -12.3% | +12.0% | -24.3% | -18.5% |
| 1Y | -1.4% | +20.1% | -21.5% | -11.0% |
| 3Y | +51.1% | +9.6% | +41.5% | +33.5% |
| 5Y | +62.6% | +52.7% | +9.9% | +22.9% |
| 10Y | +233.1% | +150.3% | +82.8% | +103.3% |
| All | +179.2% | +1,538.8% | -1,359.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling